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Securities and Investment Seminar - option. Professor : Shang- Tsair Chang Author : Ting-Yu Lin. To purchase the underlying. Long Straddle 12/5 February put options as the main Buy 7400 101 point x2 Sell 7200 56 point x1 7600 185 point x1. Graphic.

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Securities and investment seminar option

Securities and Investment Seminar - option

Professor:Shang-Tsair Chang

Author:Ting-Yu Lin


To purchase the underlying
To purchase the underlying

  • Long Straddle

  • 12/5 February put options as the main

  • Buy 7400 101point x2Sell 7200 56 point x1 7600 185 point x1


Graphic
Graphic

  • When the maturity date of the underlying price is less than 7200, there will be a maximum profit 155 points.

  • When the maturity date of the underlying price is greater than 7400, there will be a maximum loss of 45 points.

  • When the underlying price equal to the 7355 maturity, the breakeven point.


Graphic1
Graphic

  • When the maturity date of the underlying price is less than 7400, there will be a maximum loss of 116 points.

  • When the maturity date of the underlying price is greater than 7600, there will be the most profitable 84 points.

  • When the maturity date of the underlying price equal to 7516, the breakeven point.


Graphic2
Graphic

  • When the maturity date of the underlying price is less than 7200, there will be a maximum profit of 39 points.

  • When the maturity date of the underlying price is greater than 7600, there will be a maximum profit of 39 points.

  • When the maturity date of the underlying price is equal to 7400, there will be a maximum loss of 161 points.

  • When the maturity subject of price equal 7239,7561, breakeven point.


Analysis
Analysis

  • The timing of the use of long straddle trading strategy is expected to choose the right subject matter before the due expiry date, will have significant price changes, not the rose is used in a slump.

  • When possible, the time value of the underlying commodity prices in general exhibited stalemate does not move, there is zero option loss will gradually eat the cost paid.


Analysis1
Analysis

  • At that time the TAIEX nearly points to 7653 points, the index is expected after the drastic changes. February index to maintain maximum profit occurs, then 7653 points or large fallen to 7239 following 39 points, but the maximum profit can be first profitable side of the first open maturityday time, maybe the index reversal, you can earn a profit at the same time, to achieve a win-win opportunity.



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